BNP Paribas Put 450 VACN 20.12.2024
/ DE000PN7C9K6
BNP Paribas Put 450 VACN 20.12.20.../ DE000PN7C9K6 /
9/17/2024 12:21:28 PM |
Chg.-0.040 |
Bid12:25:50 PM |
Ask12:25:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
-6.25% |
0.590 Bid Size: 33,235 |
0.600 Ask Size: 33,235 |
VAT GROUP N |
450.00 CHF |
12/20/2024 |
Put |
Master data
WKN: |
PN7C9K |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
VAT GROUP N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
450.00 CHF |
Maturity: |
12/20/2024 |
Issue date: |
8/16/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.61 |
Intrinsic value: |
0.53 |
Implied volatility: |
0.39 |
Historic volatility: |
0.35 |
Parity: |
0.53 |
Time value: |
0.12 |
Break-even: |
413.48 |
Moneyness: |
1.12 |
Premium: |
0.03 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.01 |
Spread %: |
1.56% |
Delta: |
-0.67 |
Theta: |
-0.13 |
Omega: |
-4.39 |
Rho: |
-0.90 |
Quote data
Open: |
0.630 |
High: |
0.630 |
Low: |
0.600 |
Previous Close: |
0.640 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-15.49% |
1 Month |
|
|
+25.00% |
3 Months |
|
|
+93.55% |
YTD |
|
|
-26.83% |
1 Year |
|
|
-58.33% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.710 |
0.600 |
1M High / 1M Low: |
0.720 |
0.420 |
6M High / 6M Low: |
0.840 |
0.220 |
High (YTD): |
1/3/2024 |
1.040 |
Low (YTD): |
7/16/2024 |
0.220 |
52W High: |
10/20/2023 |
1.550 |
52W Low: |
7/16/2024 |
0.220 |
Avg. price 1W: |
|
0.660 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.548 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.448 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.743 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
139.76% |
Volatility 6M: |
|
185.04% |
Volatility 1Y: |
|
142.44% |
Volatility 3Y: |
|
- |